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How is liquidity priced in global markets?
Chaieb, Ines; Errunza, Vihang R.; Langlois, Hugues - In: The review of financial studies 34 (2021) 9, pp. 4216-4268
Persistent link: https://www.econbiz.de/10012621495
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Illiquidity and stock returns II : cross-section and time-series effects
Amihud, Yakov; Noh, Joonki - In: The review of financial studies 34 (2021) 4, pp. 2101-2123
Persistent link: https://www.econbiz.de/10012504735
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An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion; Jong, Frank de; Driessen, Joost - In: The review of financial studies 30 (2017) 4, pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
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Price impact or trading volume : why Is the Amihud (2002) measure priced?
Lou, Xiaoxia; Shu, Tao - In: The review of financial studies 30 (2017) 12, pp. 4481-4520
Persistent link: https://www.econbiz.de/10011924600
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Illiquidity premia in the equity options market
Christoffersen, Peter F.; Goyenko, Ruslan; Jacobs, Kris; … - In: The review of financial studies 31 (2018) 3, pp. 811-851
Persistent link: https://www.econbiz.de/10011925271